Polymer nanocomposites with high nanoparticle loadings are ubiquitous in nature but difficult to replicate synthetically. A simple technique to create such polymer nanocomposites is to form a bi-layer of a nanoparticle thin film atop a polymer thin film and anneal above the polymer glass transition temperature to induce wicking. This Capillary Rise Infiltration (CaRI) of polymers into nanoparticle thin films is a promising method to create interesting biomimetic composites with enhanced material properties, but also raises important theoretical questions about confinement, capillarity, and polymer dynamics. Therefore, I use molecular dynamics simulations (MD) and continuum theory to understand the impact of confinement on infiltrating polymers. In Chapter 2, I observe that polymers will form porous nanocomposites when there is not enough polymer to fill the voids in the nanoparticle packings. These undersaturated CaRI systems (UCaRI) can be used to form graded or uniform porous composites if the bi-layer is annealed for short or long times, respectively. Due to polymer bridges formed during annealing, these porous nanocomposites have markedly enhanced mechanical properties even when the fraction of polymer is very low. Chapter 3 investigates the effect of confinement on critical contact angle above which infiltration halts. It is determined that the confinement of polymers in the melt does not significantly affect the critical contact angle, which remains independent of the chain length for sufficiently long chains, but depends strongly on the chain stiffness. Finally, Chapter 4 investigates the effect of varying cross-section on the free energy landscape of infiltrating polymers. I discover that barriers can be introduced into the infiltration free energy as a result of the large change in free surface area between constrictions and expansions along the length of the capillary. This leads to polymer infiltration that occurs stepwise from minimum to minimum, like an activated process. Thus, free energy due to wetting and confinement in nanopores has a significant impact on the infiltration behavior of polymers and the formation polymer nanocomposites.